Real options, volatility, and stock returns
Year of publication: |
2012
|
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Authors: | Grullon, Gustavo ; Lyandres, Evgeny ; Zhdanov, Alexei |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 67.2012, 4, p. 1499-1538
|
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory |
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